Limit theory for some positive, stationary processes with infinite mean
Dynamical Systems
2016-08-03 v2 Probability
Abstract
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from non-integrable observables over certain piecewise expanding maps. This is done by extending Darling-Kac theory to a suitable family of infinite measure preserving transformations.
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Cite
@article{arxiv.1008.3919,
title = {Limit theory for some positive, stationary processes with infinite mean},
author = {Jon. Aaronson and Roland Zweimüller},
journal= {arXiv preprint arXiv:1008.3919},
year = {2016}
}
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